Delek's market value is the price at which a share of Delek trades on a public exchange. It measures the collective expectations of Delek Group investors about its performance. Delek is trading at 259.08 as of the 26th of December 2025. This is a 2.6 percent decrease since the beginning of the trading day. The stock's lowest day price was 259.08. With this module, you can estimate the performance of a buy and hold strategy of Delek Group and determine expected loss or profit from investing in Delek over a given investment horizon. Check out Delek Correlation, Delek Volatility and Delek Alpha and Beta module to complement your research on Delek.
Please note, there is a significant difference between Delek's value and its price as these two are different measures arrived at by different means. Investors typically determine if Delek is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Delek's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Delek 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Delek's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Delek.
0.00
11/26/2025
No Change 0.00
0.0
In 31 days
12/26/2025
0.00
If you would invest 0.00 in Delek on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Delek Group or generate 0.0% return on investment in Delek over 30 days. Delek is related to or competes with Vista Oil, Worley, PrairieSky Royalty, SBM Offshore, Harbour Energy, SBM Offshore, and Schoeller Bleckmann. Delek Group Ltd., an energy company, engages in the exploration, development, production, and marketing of oil and gas i... More
Delek Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Delek's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Delek Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delek's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delek's standard deviation. In reality, there are many statistical measures that can use Delek historical prices to predict the future Delek's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Delek. Your research has to be compared to or analyzed against Delek's peers to derive any actionable benefits. When done correctly, Delek's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Delek Group.
Delek Group Backtested Returns
Delek appears to be very steady, given 3 months investment horizon. Delek Group secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Delek Group, which you can use to evaluate the volatility of the firm. Please utilize Delek's Mean Deviation of 0.9385, downside deviation of 3.86, and Coefficient Of Variation of 959.72 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Delek holds a performance score of 8. The firm shows a Beta (market volatility) of -0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Delek are expected to decrease at a much lower rate. During the bear market, Delek is likely to outperform the market. Please check Delek's potential upside, daily balance of power, and the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Delek's price patterns will revert.
Auto-correlation
0.79
Good predictability
Delek Group has good predictability. Overlapping area represents the amount of predictability between Delek time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Delek Group price movement. The serial correlation of 0.79 indicates that around 79.0% of current Delek price fluctuation can be explain by its past prices.
Correlation Coefficient
0.79
Spearman Rank Test
0.24
Residual Average
0.0
Price Variance
11.05
Delek Group lagged returns against current returns
Autocorrelation, which is Delek pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Delek's pink sheet expected returns. We can calculate the autocorrelation of Delek returns to help us make a trade decision. For example, suppose you find that Delek has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Delek regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Delek pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delek pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delek pink sheet over time.
Current vs Lagged Prices
Timeline
Delek Lagged Returns
When evaluating Delek's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delek pink sheet have on its future price. Delek autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Delek autocorrelation shows the relationship between Delek pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Delek Group.
Other Information on Investing in Delek Pink Sheet
Delek financial ratios help investors to determine whether Delek Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Delek with respect to the benefits of owning Delek security.